Power properties of the modified CUSUM tests
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Publication:5866043
DOI10.1080/03610926.2018.1473598OpenAlexW2744782807WikidataQ128879244 ScholiaQ128879244MaRDI QIDQ5866043
Publication date: 10 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/28728/070econDP17-05.pdf
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Cites Work
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- Fixed‐banalysis of LM‐type tests for a shift in mean
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- Nonmonotonic power for tests of a mean shift in a time series§
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